Automated Excel Querys

I am trying to do an external data query from a macro in Excel. Some webpages give error "must enable jave script" Can't find that option in Excel so I MANUALLY browse site with IE, save page as textfile & query that file. No problem. To automate this should I write code to get the macro to open IE, save page as .txt, then query....or is there a more strait forward way to get excel to dump the page onto a spreadsheet, or at least save the webpage as a .txt without using IE at all ? I don't know much about using code on applications other than within excel & the vb editor, so example code would help lots...thanks!